Max Pain

I download a .csv? file every day the contains the pricing data for? stock options for publicly trades companies and ETFs.? It is a large file with approximately 300k? unique records.? FOr a a particular company, they will have both calls and puts, a series of strike prices, and? multiple option expiration dates. ? I import? that file into MS Access where? I run queries and analyze individual options. HOwever, I have been unable to analyze options spreads since I cannot? isolate options at successive strikes.? For example,? I want to analyze call spreads for Google (GOOG).? I could identify the call option nearest the current price for purchase, but have no way to identify an option further out of the money to sell.? Option intervals could be $1, $5, $10 and so on.? I want to be able to analyze the spreads between 2 consectutive? strikes but also intermittent stock prices.? ? Essentially is there a way to construct an option chain. ## Deliverables As an example, I have attached a spreadsheet containing the option chain data for 2 stocks from the file I download daily and import into? MS Access.? I exported this data in MS Excel to facilitate the upload.